Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47824.63 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46429.73 Kr¶

PnL: ---------------------------------------> -458.84 Kr¶

DD now: ---------------------------------> -1.656 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 17:17:09.455204'

Anic Portfolio¶

Today¶

Return: 0.237 %¶

This Week¶

Return: 0.613 %¶

Total¶

Return: 56.566 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.340000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -3.540000 2768.500000 132.500000 5.030000 2636.000010
FM Mattsson Mora Group B 50 1.010000 3000.000000 73.000000 2.490000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 -2.170000 424.600000 69.600000 19.610000 355.000000
Boozt 12 0.560000 1716.000000 62.000000 3.750000 1653.999996
Corem Property Group B 59 -3.560000 638.970000 61.970000 10.740000 576.999999
HMS Networks 2 -1.220000 710.800000 37.800000 5.620000 673.000000
OEM International B 7 1.510000 564.200000 36.200000 6.860000 527.999997
Intrum 4 1.570000 554.800000 27.800000 5.280000 527.000000
Norva24 Group 16 5.080000 569.600000 26.600000 4.900000 543.000000
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
SAAB B 8 0.140000 3399.200000 22.200000 0.660000 3377.000000
Coor Service Management Hold. 8 1.100000 552.800000 20.800000 3.910000 532.000000
Eastnine 4 0.950000 510.400000 19.400000 3.950000 491.000000
AcadeMedia 12 1.410000 568.560000 11.560000 2.080000 557.000004
Samhällsbyggnadsbo. i Norden D 12 -1.110000 256.800000 10.800000 4.390000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.450000 569.100000 7.100000 1.260000 562.000005
Securitas B 6 0.990000 575.040000 5.040000 0.880000 570.000000
Resurs Holding 22 -0.080000 578.160000 4.160000 0.720000 573.999998
Swedbank A 3 1.400000 566.850000 2.850000 0.510000 564.000000
Creaspac SPAC 6 0.210000 579.600000 2.600000 0.450000 577.000002
Karnov Group 9 -2.300000 535.500000 -0.500000 -0.090000 536.000004
CTEK 13 1.990000 533.260000 -0.740000 -0.140000 533.999999
Essity B 2 -1.760000 569.800000 -4.200000 -0.730000 574.000000
Handelsbanken A 5 -0.550000 541.000000 -5.000000 -0.920000 546.000000
Midsona B 63 -1.400000 575.190000 -7.810000 -1.340000 582.999984
Essity A 4 -2.400000 1138.000000 -11.000000 -0.960000 1149.000000
Nordea Bank Abp 29 -0.490000 3432.440000 -21.560000 -0.620000 3453.999992
International Petroleum Corp. 5 3.220000 560.500000 -34.070000 -5.730000 594.565215
Vivesto 1368 1.860000 569.360000 -43.640000 -7.120000 612.999432
Sampo Oyj SDB 7 -1.300000 3731.000000 -119.000000 -3.090000 3850.000000
Axfood 13 1.120000 3628.300000 -127.700000 -3.400000 3756.000001
OX2 18 0.830000 1526.400000 -137.600000 -8.270000 1663.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
Ovzon 52 0.880000 2964.000000 -398.000000 -11.840000 3361.999992
TOTAL 46429.730000 -458.840000 -1.6559% 46888.564618

Updated:¶

'2023-01-18 17:17:22.179580'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶